Labeling the rows of a matrix with letters

Question

How can I label the rows with A B C D E letters instead of numbers? I tried with \alph but it did not work.

\documentclass{article}
\usepackage{xcolor}
\usepackage{blkarray, bigstrut}
\usepackage{caption}

\usepackage{amsmath}

\begin{document}

\begin{figure}[htbp]


\renewcommand{\arraystretch}{1.4}
\bigstrutjot=0.25ex \captionsetup{labelsep=none, skip=0pt}
\[ \mathbf{L}=\begin{blockarray}{r*{5}{ >{\color{black}}c}}
& A & B & C & D & E \\\noalign{\setcounter{BAenumi}{1}}
\begin{block}{ >{\scriptstyle\theBAenumi}r!{\,}[ccccc]}
         &   -   & -0.21 &   -0.41  & -0.97  & -0.75 \bigstrut[b]  \\
         & -0.21 &   -   &   -0.84  & -0.73  & 0.51   \\
         & -0.41 & -0.84 &     -    & -0.22  & -0.93   \\
         & -0.97 & -0.73 &   -0.22  &   -    &  0.068  \\
         & -0.75 & 0.51  & -0.93    & 0.068  &    -    \bigstrut[b]  \\
        \end{block}
        \end{blockarray} \]%


    \caption{Matriz de similitud Pel\'icula-Pel\'icula.}
    \label{matrizsimilitudpeliculas}
\end{figure}

\caption{}
\end{figure}

\end{document} 

Answer 1

With the latest version of nicematrix (v. 3.6, 2019-10-29), you can obtain the result easily:

\documentclass{standalone}
\usepackage{nicematrix}

\begin{document}

\renewcommand{\arraystretch}{1.4}

$\mathbf{L} = 
\begin{bNiceMatrix}[first-col,
                    first-row,
                    code-for-first-row = \Alph{jCol},
                    code-for-first-col = \alph{iRow}]
&  &  &  &  & \\
&   -   & -0.21 &   -0.41  & -0.97  & -0.75  \\
& -0.21 &   -   &   -0.84  & -0.73  & 0.51   \\
& -0.41 & -0.84 &     -    & -0.22  & -0.93  \\
& -0.97 & -0.73 &   -0.22  &   -    &  0.068 \\
& -0.75 & 0.51  & -0.93    & 0.068  &    -    
\end{bNiceMatrix}
$

\end{document}

Answer 2

With an automatic writing of the first column. I also thought it was better-looking with the first row also in \scriptstyle:

\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{blkarray, bigstrut}
\usepackage{caption}

\usepackage{amsmath}

\begin{document}

\begin{figure}[htbp]\bigstrutjot=1ex \captionsetup{labelsep=period, labelfont=sc, skip=0pt}
    \[ \mathbf{\widehat R }= \begin{blockarray}{r*{5}{c}}
    & \scriptstyle A & \scriptstyle B & \scriptstyle C & \scriptstyle D & \scriptstyle E \\
    \noalign{\setcounter{BAenumi}{1}}
    \begin{block}{>{\scriptstyle\Alph{BAenumi}}r!{\,}[ccccc]}
    & 5 & 3.09 & 4.90 & - & \mathbf{4.62}\bigstrut[t] \\
    & - & 2.89 & 4.69 & \mathbf{3.49} & 4.42 \\
    & 4.10 & 2.19 & - & \mathbf{2.78} & 3.71 \\
    & - & \mathbf{1.00} & 2.49 & 1.29 & 2.22 \\
    & 4.90 & - & \mathbf{4.79} & 3.58 & 4.51 \\
    & \mathbf{4.88} & 2.96 & - & 3.56 & 4.48 \\
    & 3.15 & \mathbf{1.23} & 3.03 & 1.82 & - \\
    & 4.84 & \mathbf{2.92} & 4.72 & - & 4.61 \\
    & \mathbf{4.84} & 2.92 & 4.72 & 3.51 & - \\
    & \mathbf{4.61} & - & 4.49 & 3.29 & 4.22 \bigstrut[b]\\
    \end{block}
    \end{blockarray} \]%
 \caption{Matriz de similitud Película-Película.}
\label{matrizsimilitudpeliculas}
\end{figure}

\end{document} 

Answer 3

What about write this label by hand?

\documentclass{article}
%\usepackage{xcolor}
\usepackage{blkarray, bigstrut}
\usepackage{caption}

\usepackage{amsmath}

\begin{document}
\begin{figure}[htbp]
\renewcommand{\arraystretch}{1.4}
\bigstrutjot=0.25ex 
\captionsetup{skip=0pt}
\[ 
\mathbf{L} = \begin{blockarray}{r*{5}{ >{\scriptstyle}c}}
    & A & B & C & D & E \\
\begin{block}{>{\scriptstyle}r [*{5}{c}]}
      a  &   -   & -0.21 &   -0.41  & -0.97  & -0.75 \bigstrut[b]  \\
      b  & -0.21 &   -   &   -0.84  & -0.73  & 0.51   \\
      c  & -0.41 & -0.84 &     -    & -0.22  & -0.93   \\
      d  & -0.97 & -0.73 &   -0.22  &   -    &  0.068  \\
      e  & -0.75 & 0.51  & -0.93    & 0.068  &    -    \bigstrut[b]  \\
        \end{block}
        \end{blockarray} 
\]%
    \caption{Matriz de similitud Pel\'icula-Pel\'icula.}
    \label{matrizsimilitudpeliculas}
\end{figure}
\end{document}

Answer 4

Using spalign package:

\documentclass{article}
\usepackage{amsmath}
\usepackage{spalign}
\begin{document}
\[ \mathbf{L}=\def\spalignendline{\cr}
\spalignrun{\bordermatrix{\the\spaligntoks}}
{, A B C D E ; a - -0.21 -0.41 -0.97 -0.75; b -0.21 - -0.84 -0.73 0.51 ; c -0.41 -0.84 - -0.22 -0.93; d -0.97 -0.73 -0.22 - 0.068; e -0.75 0.51 -0.93 0.068 -;} \]
\end{document}